CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	0.9788	0.9774	-0.0014	-0.1%	0.9826
High	0.9799	0.9834	0.0035	0.4%	0.9864
Low	0.9751	0.9765	0.0014	0.1%	0.9731
Close	0.9765	0.9803	0.0038	0.4%	0.9760
Range	0.0048	0.0069	0.0021	43.8%	0.0133
ATR	0.0073	0.0073	0.0000	-0.4%	0.0000
Volume	733	2,256	1,523	207.8%	3,184

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0008	0.9974	0.9841
R3	0.9939	0.9905	0.9822
R2	0.9870	0.9870	0.9816
R1	0.9836	0.9836	0.9809	0.9853
PP	0.9801	0.9801	0.9801	0.9809
S1	0.9767	0.9767	0.9797	0.9784
S2	0.9732	0.9732	0.9790
S3	0.9663	0.9698	0.9784
S4	0.9594	0.9629	0.9765

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0184	1.0105	0.9833
R3	1.0051	0.9972	0.9797
R2	0.9918	0.9918	0.9784
R1	0.9839	0.9839	0.9772	0.9812
PP	0.9785	0.9785	0.9785	0.9772
S1	0.9706	0.9706	0.9748	0.9679
S2	0.9652	0.9652	0.9736
S3	0.9519	0.9573	0.9723
S4	0.9386	0.9440	0.9687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9834	0.9731	0.0103	1.1%	0.0057	0.6%	70%	True	False	980
10	0.9864	0.9731	0.0133	1.4%	0.0071	0.7%	54%	False	False	783
20	0.9930	0.9730	0.0200	2.0%	0.0075	0.8%	37%	False	False	557
40	0.9930	0.9504	0.0426	4.3%	0.0075	0.8%	70%	False	False	365
60	0.9930	0.9495	0.0435	4.4%	0.0065	0.7%	71%	False	False	261
80	1.0232	0.9495	0.0737	7.5%	0.0054	0.5%	42%	False	False	197
100	1.0343	0.9495	0.0848	8.7%	0.0044	0.4%	36%	False	False	158
120	1.0343	0.9495	0.0848	8.7%	0.0037	0.4%	36%	False	False	133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0127
2.618	1.0015
1.618	0.9946
1.000	0.9903
0.618	0.9877
HIGH	0.9834
0.618	0.9808
0.500	0.9800
0.382	0.9791
LOW	0.9765
0.618	0.9722
1.000	0.9696
1.618	0.9653
2.618	0.9584
4.250	0.9472

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	0.9802	0.9799
PP	0.9801	0.9796
S1	0.9800	0.9792

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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